Patrimony
The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).
Volatility Uncertainty Quantification in a Stochastic Control Problem Applied to Energy.
Chaos expansion, Monte Carlo simulations, Stochastic control, Stochastic programming, Swing options, Uncertainty quantification
Volatility uncertainty quantification in a stochastic control problem applied to energy.
Chaos expansion, Monte Carlo simulations, Stochastic control, Stochastic programming, Swing options, Uncertainty quantification
Strategic asset allocation and ALM for pension plans.
Allocation d’actifs, Asset allocation, Asset-liability management, Gestion actif-passif, Génération de scénarios, Optimisation stochastique, Programmation stochastique, Retirement scheme, Régime de retraite, Scenario generation, Stochastic optimization, Stochastic programming